+174.2%
EXPE vs SW
+19.6%
+154.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -2.0% |
| 7D | -9.5% | -5.1% | -4.4% | -8.3% |
| 30D | -6.6% | -4.6% | -2.0% | -5.5% |
| 3M | +31.4% | +9.4% | +22.0% | +28.2% |
| 6M | +35.2% | +3.5% | +31.7% | +33.0% |
| YTD | +5.8% | +22.0% | -16.2% | -0.1% |
| 1Y | +38.7% | +2.2% | +36.5% | +35.6% |
| All | +174.2% | +19.6% | +154.6% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling